approximator (Q36441)
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Bayesian Prediction of Complex Computer Codes
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | approximator |
Bayesian Prediction of Complex Computer Codes |
Statements
24 August 2023
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Performs Bayesian prediction of complex computer codes when fast approximations are available. It uses a hierarchical version of the Gaussian process, originally proposed by Kennedy and O'Hagan (2000), Biometrika 87(1):1.
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